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That'd be a cool test. I could probably backtest the value of the straddles only, e.g. writing an ATM straddle every 30 minutes. But not the assignment and I only have SPY data for 2022, PM me if interested though.

Good example of a glitch strategy in this video, basically exploited market makers who had slow volatility surface updates: I like hunting them too, cool topic thanks @stewbacca